I bought a car a few months ago, but I don't ever remember giving the car salesman my keys. I honestly forgot some of the details of the car sales game (already, whoops), but I'd say to stop doing that if you can. I remember that the one thing that could always always always always turn a deal back in our favor (had good 'ol dad with me) was saying the exact words "I think we're at the walking-away point."
Of course, even though I finished my car stuff months ago, I got a call from a dealership (not where we got my car but where we had test driven/given my phone number) just a couple week ago with someone asking "hey still need a car?" To which I responded "nope I bought a car and moved to Indiana!" (which is true!). So I think you can expect spam from pretty much every dealership you give your contact info to.
Also, if you have a certain car you want, I would look up that car on KBB or at other dealerships in the area. You might can even e-mail other dealerships and ask for a quote on that car (saving you the hassle and personal commitment) and take that quote and/or KBB info into a dealership that you physically visit. I bet you they'd want to match that quote (assuming it's lower)! But the KBB info can work with you on your trade-in also.
Also, from what I've been told, at the end of the month and during holiday sales, salesmen want to reach certain quota and so are trying to get a better deal. Maybe the last weekend in October would be better? Or maybe that's just a myth that the dealers want us to believe haha.
Overall, though, I wouldn't say to give business to dealerships where you had a bad experience.